Open up the gradient editor in either Photoshop or After Effects. Drag the leftmost color stop to the right a little bit. What you should see is _another_ color stop that was hidden under it. In other words, you have two color stops stacked on top of one another, one blue and one purple. Just delete the blue one, and everything should be fine.

I suppose you might consider it a bug that if you have two color stops in exactly the same place, After Effects honors the bottom one and Photoshop honors the top one, but you shouldn't ever have two color stops in the same place anyway.

Yep. The actual bug is that each application is sorting the stacked stops differently, so the determination of which is "on top" is different. I've filed the bug internally. For now, don't stack color stops on top of one another f you need identical results between the two applications.

At first, I thought that there was no reason to ever do this, but then I saw that it can be a way to get hard/abrupt transitions between colors in Photoshop.